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"Robust reinsurance and investment strategies under principal-agent framework."

Ning Wang, Tak Kuen Siu, Kun Fan (2024)

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DOI: 10.1007/S10479-022-04696-2

access: closed

type: Journal Article

metadata version: 2024-07-06

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Ning Wang, Tak Kuen Siu, Kun Fan:
Robust reinsurance and investment strategies under principal-agent framework. Ann. Oper. Res. 336(1-2): 981-1011 (2024)

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